+226.7%
SLV vs VALE
+163.2%
+63.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.7% |
| 7D | -3.9% | -1.5% | -2.4% | -3.5% |
| 30D | -15.6% | -15.6% | 0.0% | -12.3% |
| 3M | -23.6% | -19.5% | -4.1% | -19.8% |
| 6M | -42.6% | -31.9% | -10.7% | -37.3% |
| YTD | -30.0% | -11.0% | -19.0% | -26.9% |
| 1Y | -6.6% | -2.1% | -4.5% | -4.5% |
| 3Y | +121.8% | +1.4% | +120.4% | +123.9% |
| 5Y | +92.7% | +36.2% | +56.5% | +79.7% |
| 10Y | +174.0% | +206.4% | -32.5% | +99.0% |
| All | +226.7% | +163.2% | +63.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling